Combine: Combines two xts objects with similar data, giving preference...
In gluc/datapR: Configurable Data Pipes R reference implementation

Combines two xts objects with similar data, giving preference to objects first in the list.

1	Combine(listofxts)

listofxts

xts objects to combine

library(Quandl)
ubs1 <- Quandl("GOOG/VTX_UBSN", type = "xts")
ubs2 <- ubs1
ubs3 <- ubs1

#assume ubs1 and ubs2 and ubs3 come from different
#data sources, each of which may have missing data.
#We simulate by messing with the data:

ubs1 <- ubs1[-c(3,5), ]
ubs2 <- ubs2[-3, ]
ubs3[1, 1] <- 58

#Source 1 is considered best, but sometimes
#it may have missing data which is available in 2
#or 3.
ubs <- Combine(list(ubs1, ubs2, ubs3))